CL 17 Jul 2026 replay

Historical replay built from indexed rates, trades, liquidations, settlements, and sampled order-book snapshots.

Expired

Jul 17, 12:00 AM

IY range

-46.85% to 14.50%

61.35pp indexed fixed-rate path

Funding range

-681.58% to 328.09%

1009.67pp exchange funding settlements

Peak / final OI

$75.60K

indexed notional

Lifetime volume

$200.54K

142 indexed trades

All trades

142Full market trade ledger

All liquidations

0Liquidate and deleverage events

All settlements

1,888Exchange funding settlement rows

Expiry replay

Scrub the market state before settlement

Jul 17, 12:00 AM

Cursor state

nearest indexed point

4.63%

Floating

5.47%

Spread

5.369pp

$75.60K

Remaining settlement path

short favored-5.38%

Liquidity decay

YU depth / APR spread

Book at cursor

Sampled Jul 16, 11:00 PM (1.0h before cursor)

▾

Replay

Implied APR (%)Size (CL YU)Total (CL YU)

Short Rate

30.00003.50K26.34K
26.00005.74K22.84K
23.23009.00K17.09K
22.9100130.678.09K
18.8300134.307.96K
14.8800137.937.83K
14.85004.50K7.69K
11.0600141.563.19K
10.4900283.843.05K
10.21002.62K2.76K
7.3700145.19145.19

5.370%SpreadMid4.6850%

Long Rate

2.000013.44K13.44K
1.2400149.7013.59K
0.88002.99K16.58K
-0.62005.08K21.67K
-2.1700152.4421.82K
-3.320011.96K33.78K
-5.6900156.0733.94K
-9.3200159.7034.10K
-10.02001.34K35.43K
-13.0800163.3335.60K
-16.9600163.3335.76K
-20.9800159.7035.92K
-25.1400156.0736.08K
-29.4500152.4436.23K
-33.9000148.8136.38K
-38.5000145.1936.52K
-43.2600141.5636.66K
-48.1800137.9336.80K

Events around cursor

12 events within +/-6h

Time	Event	Rate	Size	Link
Jul 16, 6:00 PM	settlement	21.11%	+16.48%	LONG
Jul 16, 7:00 PM	settlement	23.03%	+18.40%	LONG
Jul 16, 8:00 PM	settlement	35.20%	+30.57%	LONG
Jul 16, 9:00 PM	settlement	38.03%	+33.40%	LONG
Jul 16, 10:00 PM	settlement	6.71%	+2.08%	LONG
Jul 16, 11:00 PM	settlement	35.16%	+30.53%	LONG
Jul 17, 12:00 AM	settlement	10.71%	+6.08%	LONG
Jul 17, 1:00 AM	settlement	19.45%	+14.81%	LONG
Jul 17, 2:00 AM	settlement	16.11%	+11.48%	LONG
Jul 17, 3:00 AM	settlement	20.27%	+15.64%	LONG
Jul 17, 4:00 AM	settlement	36.09%	+31.46%	LONG
Jul 17, 5:00 AM	settlement	34.03%	+29.40%	LONG

All trades All liquidations All settlements